Kaiko Best Execution
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Last updated
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Get a market-representative execution benchmark that’s ideal for reporting and demonstrating execution efficiency to clients.
Historical data: No
Live data: Yes
Granularity: Every second
Coverage: The top 10 exchanges on the Kaiko Exchange Ranking
Limitations: Pricing is for specific trading pairs. If the pair doesn't belong to one of our vetted Exchanges (Top 10), the “unvetted” parameter needs to be set to “true” to get a price.
Methodology: 10s. Aggregation Period MidPrice + VWAP. Download here.
Docs: